+162.6%
JPM vs STLA
-65.4%
+227.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.6% | -1.0% |
| 7D | -0.4% | +0.7% | -1.2% | -0.5% |
| 30D | -1.1% | -2.4% | +1.2% | -0.9% |
| 3M | +14.1% | -23.9% | +38.0% | +18.2% |
| 6M | +23.3% | -24.6% | +47.9% | +27.4% |
| YTD | +11.3% | -50.5% | +61.8% | +22.1% |
| 1Y | +23.0% | -39.8% | +62.8% | +28.8% |
| 3Y | +162.6% | -65.6% | +228.2% | +189.8% |
| All | +162.6% | -65.4% | +227.9% | +189.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded STLA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling